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Mid-infrared (mid-IR) gas-phase molecular bands are powerful diagnostics ofthe warm interstellar medium. We report the James Webb Space Telescopedetection of the CO v=1-0 (4.4-5.0 um) and H2O nu2=1-0 (5.0-7.8um)ro-vibrational bands, both in absorption, toward the ``s2'' core in thesouthwest nucleus of the merging galaxy VV 114 E. All ro-vibrational CO linesup to J_low=33 (E_low~3000 K) are detected, as well as a forest of H2O lines upto 13_{0,13} (E_low~2600 K). The highest-excitation lines are blueshifted by~180 km s^{-1} relative to the extended molecular cloud, which is traced by therotational CO J=3-2 346 GHz line observed with the Atacama LargeMillimeter/submillimeter Array. The bands also show absorption in alow-velocity component (blueshifted by ~30 km s^{-1}) with lower excitation.The analysis shows that the bands are observed against a continuum witheffective temperature of T_bck~550 K extinguished with tau_6um^ext~ 2.5-3(A_k~6.9-8.3 mag). The high-excitation CO and H2O lines are consistent with v=0thermalization with T_rot~450 K and column densities of N_CO~(1.7-3.5)x10^{19}cm^{-2} and N_H2O~(1.5-3.0)x10^{19} cm$^{-2}$. Thermalization of the v=0 levelsof H2O requires either an extreme density of n_H2>~10^9 cm^{-3}, or radiativeexcitation by the mid-IR field in a very compact (<1 pc) optically thick sourceemitting ~10^{10} L_sun. The latter alternative is favored, implying that theobserved absorption probes the very early stages of a fully enshrouded activeblack hole (BH). On the basis of a simple model for BH growth and applying alifetime constraint to the s2 core, an intermediate-mass BH (IMBH,M_BH~4.5x10^4 M_sun) accreting at super-Eddington rates is suggested, where theobserved feedback has not yet been able to break through the natal cocoon.

JWST detection of extremely excited outflowing CO and H2O in VV 114 E SW: a possible rapidly accreting IMBH